iar.Q: Unscaled precision matrix for a random walk of order 'p'.

Description Usage Arguments Value References

Description

This function calculates the entries for a precision matrix for a random walk of order p. It is used in the MCMC augementation with p=2, but, it is presented here for general use.

Usage

1
iar.Q(n, p)

Arguments

n

The length of the RW(p) process. The length must be greater than or equal to 2*p.

p

The order of the random walk process.

Value

A matrix

References

H. Rue and L. Held (2005) Gaussian Markov Random Fields. Chapman & Hall/CRC. 263 pp.


NMML/agTrend documentation built on May 7, 2019, 6:02 p.m.